Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.022196 | -0.187 | 0.426086 |
2 | 0.066637 | 0.5615 | 0.288115 |
3 | -0.092275 | -0.7775 | 0.219717 |
4 | -0.042773 | -0.3604 | 0.359805 |
5 | -0.101563 | -0.8558 | 0.197497 |
6 | -0.1355 | -1.1417 | 0.128699 |
7 | -0.1046 | -0.8814 | 0.190544 |
8 | -0.066382 | -0.5593 | 0.288844 |
9 | 0.049263 | 0.4151 | 0.33966 |
10 | 0.060617 | 0.5108 | 0.305548 |
11 | 0.215205 | 1.8134 | 0.037002 |
12 | 0.13763 | 1.1597 | 0.12503 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.022196 | -0.187 | 0.426086 |
2 | 0.066177 | 0.5576 | 0.28943 |
3 | -0.089863 | -0.7572 | 0.225719 |
4 | -0.051076 | -0.4304 | 0.334113 |
5 | -0.092684 | -0.781 | 0.218708 |
6 | -0.145209 | -1.2236 | 0.112583 |
7 | -0.11459 | -0.9655 | 0.168773 |
8 | -0.08502 | -0.7164 | 0.238051 |
9 | 0.016404 | 0.1382 | 0.445229 |
10 | 0.027108 | 0.2284 | 0.40999 |
11 | 0.175405 | 1.478 | 0.071917 |
12 | 0.129001 | 1.087 | 0.140361 |